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Article
Centre for Microdata Methods and Practice (cemmap)
Date started: 19 August 2002
The Centre for Microdata Methods and Practice (cemmap) provides a focus for development, understanding and application of methods for modelling individual behaviour, the influences on it and the impact of policy interventions.

The microdata studied at cemmap are the survey data resources recording behaviour and the surrounding social and economic environment. The microdata methods studied at cemmap are the statistical and econometric tools used to identify and estimate models of behaviour.

  • To stimulate development of microdata methods and practice.

  • To stimulate the application of microdata methods to substantive social science issues.

  • To offer courses on microdata methods and practice.

  • To develop a network of associates and a research environment and infrastructure.

cemmap was launched at a conference on December 6th 2001 with speakers from the Civil Service and industry. The year 2000 Nobel Laureates in Economics, James Heckman and Daniel McFadden were the keynote speakers.

The Centre is a joint venture by the Institute for Fiscal Studies and the Department of Economics at University College London. It is part of the Institute for Fiscal Studies and is directed by Andrew Chesher, Ian Crawford, Hidehiko Ichimura and Frank Windmeijer.

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14 March 2014
cemmap Working Papers
14 March 2014
cemmap Working Papers
14 March 2014
cemmap Working Papers
14 March 2014
cemmap Working Papers
06 March 2014
cemmap Working Papers
Article
In this paper, we propose a general method for testing inequality restrictions on nonparametric functions.
06 March 2014
cemmap Working Papers
Article
This paper introduces a bivariate version of the generalized accelerated failure time model. It allows for simultaneity in the econometric sense that the two realized outcomes depend structurally on each other.
31 December 2013
cemmap Working Papers
30 December 2013
cemmap Working Papers
30 December 2013
cemmap Working Papers
30 December 2013
cemmap Working Papers
30 December 2013
cemmap Working Papers
02 December 2013
Presentations
Article
This paper was presented at the Asian Meeting of Econometrics Society 2013 in Singapore on 2 to 4 August 2013.
12 November 2013
cemmap Working Papers
15 October 2013
cemmap Working Papers
15 October 2013
Presentations
Article
This paper was presented at an Econometrics Seminar at Yale University in February 2013.
07 October 2013
cemmap Working Papers
04 October 2013
cemmap Working Papers
Article
This paper asks which aspects of a structural Nonparametric Instrumental Variables Regression (NPIVR) can be identified well and which ones cannot.
02 October 2013
cemmap Working Papers
01 October 2013
Journal Articles
Article
In this note, we define a new property of functions called control function separability and show it provides a complete characterization of the structural systems of simultaneous equations in which the control function procedure is valid.
23 September 2013
cemmap Working Papers
19 September 2013
cemmap Working Papers
29 August 2013
cemmap Working Papers
29 August 2013
Presentations
Article
This paper was presented at Mathematisches Forschungsinstitut Oberwolfach conference on "Mathematical Statistics of Partially Identified Objects" on 22 April 2013.
29 August 2013
Presentations
Article
This paper was presented at the 2013 Cowles Foundation for Research in Economics conference in Econometrics: Partial Identification, Weak Identification, and Related Econometric Problems. The conference took place on 5 June 2013 at YALE SOM, Watson Center.
20 August 2013
cemmap Working Papers
Article
This paper introduces average treatment effects conditional on the outcomes variable in an endogenous setup where outcome Y, treatment X and instrument Z are continuous.
20 August 2013
cemmap Working Papers
Article
This paper studies the identification of nonseparable models with continuous, endogenous regressors, also called treatments, using repeated cross sections.
16 August 2013
cemmap Working Papers
09 August 2013
cemmap Working Papers
09 August 2013
IFS Working Papers
Article
We investigate the role of complementarities in production and skill mobility across cities.
07 August 2013
cemmap Working Papers
30 July 2013
cemmap Working Papers
29 July 2013
Presentations
Article
This paper was presented at the cemmap conference "Recent Contributions to Inference in Game Theoretic Models" at UCL on 8 June 2013.
17 July 2013
cemmap Working Papers
01 July 2013
cemmap Working Papers
28 June 2013
Journal Articles
Article
This article outlines how a home visiting intervention in Colombia, delivered at scale through partnering with existing social welfare systems, successfully increased the variety of play materials and play activities in poor households with children aged between 1 and 2 years at the start of the intervention.
12 June 2013
Presentations
Article
Presentation to launch the Fiscal Studies Special Issue June 2013 on the Microeconomic Consequences of the Great Recession, given at IFS on 12 June 2013.
03 June 2013
cemmap Working Papers
24 May 2013
cemmap Working Papers
24 May 2013
cemmap Working Papers
22 May 2013
cemmap Working Papers
02 April 2013
cemmap Working Papers
12 March 2013
cemmap Working Papers
11 March 2013
cemmap Working Papers
Article
This paper analyses the career progression of skilled and unskilled workers, with a focus on how careers are affected by economic downturns and whether formal skills, acquired early on, can shield workers from the effect of recessions.
11 March 2013
cemmap Working Papers
Article
We extend the search-matching model of the marriage market of Shimer and Smith (200) to allow for labour supply and home production.
11 March 2013
cemmap Working Papers
Article
In this paper we specify and use a new duration model to study joint retirement in married couples using the Health and Retirement Study.
27 February 2013
cemmap Working Papers
Article
We study nonparametric identification of single-agent discrete choice models for bundles and binary games of complete information.
20 February 2013
cemmap Working Papers
Article
In this paper we introduce a new approach to estimating a differentiated product demand system that allows for error in market shares as measures of choice probabilities.
21 January 2013
cemmap Working Papers
Article
This paper develops methodology for semiparametric panel data models in a setting where both the time series and the cross section are large.
18 January 2013
cemmap Working Papers
Article
This paper studies the problem of specification testing in partially indentified models defined by a finite number of moment equalities and inequalities (i.e., (in)equalities).
27 December 2012
cemmap Working Papers
Article
This paper considers the problem of inference on a class of sets describing a collection of admissible models as solutions to a single smooth inequality.
18 December 2012
cemmap Working Papers
Article
This paper derives a central limit theorem for the maximum of a sum of high dimensional random vectors.
17 December 2012
cemmap Working Papers
Article
This paper provides inference methods for best linear approximations to functions which are known to lie within a band.
17 December 2012
cemmap Working Papers
Article
This paper develops a new direct approach to approximating suprema of general empirical processes by a sequence of suprema of Gaussian processes, without taking the route of approximating empirical processes themselves in the sup-norm.
17 December 2012
cemmap Working Papers
Article
This paper studies identification and estimation in a binary response model with random coefficients B allowed to be correlated with regressors X.The objective is to identifiy the mean of the distribution of B and estimate a trimmed mean of this distribution.
03 December 2012
cemmap Working Papers
Article
Virtually all methods aimed at correcting for covariate measurement error in regressions rely on some form of additional information (e.g. validation data, known error distributions, repeated measurements or instruments). In contrast, we establish that the fully nonparametric classical errors-in-variables mode is identifiable from data on the regressor and the dependent variable alone, unless the model takes a very specific parametric form.
03 December 2012
cemmap Working Papers
Article
In this paper we study nonparametric estimation in a binary treatment model where the outcome equation is of unrestricted form, and the selection equation contains multiple unobservables that enter through a nonparametric random coefficients specification.
03 December 2012
cemmap Working Papers
03 December 2012
Journal Articles
Article
We compare earnings inequality and mobility across the U.S., Canada, France, Germany and the U.K. during the late 1990s.
30 November 2012
cemmap Working Papers
Article
This paper considers nonparametric identifiation of a two-stage entry and bidding model for auctions which we call the Affiliated-Signal (AS) Model.
21 November 2012
External publications
Article
This paper considers identifi cation and estimation in models imposing conditional independence restrictions and featuring a scalar disturbance.
14 November 2012
cemmap Working Papers
Article
In parametric models a sufficient condition for local idenfication is that the vector of moment is differentiable at the true parameter with full rank derivative matrix. This paper shows that additional conditions are often needed in nonlinear, nonparametric models to avoid nonlinearities overwhelming linear effects.
13 November 2012
cemmap Working Papers
Article
This paper develops a general nonparametric framework for testing monotonicity of a regression function.
13 November 2012
cemmap Working Papers
Article
In this paper, the author constructs a new test of conditional moment inequalities based on studentised kernel estimates of moment functions.
25 October 2012
External publications
Article
We propose an alternative (“dual regression”) to the quantile regression process for the global estimation of conditional distribution functions under minimal assumptions.
23 October 2012
cemmap Working Papers
Article
In this paper the authors study a random coefficient model for a binary outcome.
17 October 2012
cemmap Working Papers
Article
This paper provides a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with a potentially infinite constraint set.
15 October 2012
cemmap Working Papers
Article
This paper presents estimates of key preference parameters of the Epstein and Zin (1989, 1991) and Weil (1989) (EZW) recursive utility model, evaluates the model’s ability to …to fit asset return data relative to other asset pricing models, and investigates the implications of such estimates for the unobservable aggregate wealth return.
15 October 2012
cemmap Working Papers
Article
This paper characterises the semiparametric efficiency bound for a class of semiparametric models in which the unknown nuisance functions are identifi…ed via nonparametric conditional moment restrictions with possibly non-nested or over-lapping conditioning sets, and the …finite dimensional parameters are potentially over-identi…fied via unconditional moment restrictions involving the nuisance functions.
15 October 2012
cemmap Working Papers
Article
The primary concern of this article is the provision of definitions and tests for exogeneity appropriate for models defined through sets of conditional moment restrictions.
01 October 2012
cemmap Working Papers
Article
This article reviews the recent literature on the econometric analysis of games where multiple solutions are possible.
21 September 2012
cemmap Working Papers
Article
This paper proposes efficient estimators of risk measures in a semiparametric GARCH model defined through moment constraints.
21 September 2012
cemmap Working Papers
Article
We establish the consistency and asymptotic normality for a class of estimators that are linear combinations of a set of √ n− consistent estimators whose cardinality increases with sample size.
21 September 2012
cemmap Working Papers
Article
This paper proposes a new statistical test of the stochastic dominance efficiency of a given portfolio over a class of portfolios.
21 September 2012
cemmap Working Papers
Article
We consider approximating a multivariate regression function by an affine combination of one-dimensional conditional component regression functions.
13 September 2012
cemmap Working Papers
Article
This paper proposes an alternative way to test the leverage hypothesis, using realised volatility as an alternative direct nonparametric measure.
29 August 2012
Presentations
Article
This paper was presented at University of California at Berkeley on 15 November 2012
22 August 2012
cemmap Working Papers
Article
This paper studies simultaneous equations models for two or more discrete outcomes.
22 August 2012
Presentations
22 August 2012
Presentations
22 August 2012
Presentations
Article
This paper was presented on 5 March 2013 at Hebrew University of Jerusalem.
20 August 2012
cemmap Working Papers
Article
A Cemmap working paper.
02 August 2012
cemmap Working Papers
Article
This paper develops asymptotic theory for estimated parameters in differentiated product demand systems with a fixed number of products, as the number of markets T increases, taking into account that the market shares are approximated by Monte Carlo integration.
06 July 2012
cemmap Working Papers
Article
This paper proposes a class of origin-smooth approximators of indicators underlying the sum-of-negative-part statistic for testing multiple inequalities.
02 July 2012
Journal Articles
Article
This paper consideres the effect of the enforcement of labour regulations on informality.
07 June 2012
cemmap Working Papers
Article
The goal of this paper is to develop formal tests to evaluate the relative in-sample performance of two competing, misspeci…ed non-nested models in the presence of possible data instability
18 May 2012
cemmap Working Papers
Article
We analyze new data from a randomized control trial conducted in Eritrea.
01 January 2012
Journal Articles
Article
This paper studies single equation instrumental variable models of ordered choice in which explanatory variables may be endogenous.
01 January 2012
Journal Articles
Article
We model individual demand for housing over the life-cycle, and show the aggregate implications of this behaviour.
25 October 2011
Presentations
25 October 2011
Presentations
01 October 2011
External publications
Article
We propose a method for modifying a given density forecast in a way that incorporates the information contained in theory-based moment conditions.
01 October 2011
Journal Articles
Article
This paper examines the restrictions of revealed preference methods using an axiomatic characterization of a measure of predictive success..
01 September 2011
Journal Articles
Article
We develop a general framework for analyzing the usefulness of imposing parameter restrictions on a forecasting model.
07 May 2011
Presentations
Article
Structural Economic Models, conference presentation, MIT USA
01 April 2011
Journal Articles
Article
We develop a nonparametric empirical method for deriving welfare rankings for a social planner based on data envelopment, which avoids the need to specify a weighting scheme.
17 August 2010
Journal Articles
02 August 2010
cemmap Working Papers
Article
Social experiments are powerful sources of information about the effectiveness of interventions.
03 July 2010
Journal Articles
03 July 2010
Journal Articles
Article
We propose a new method of testing stochastic dominance which improves on existing tests based on bootstrap or subsampling.
03 July 2010
Journal Articles
Article
In this paper we modify CUE to solve the no moments/large dispersion problem.
03 July 2010
Journal Articles
Article
This paper develops a concrete formula for the asymptotic distribution of two-step, possibly non-smooth semiparametric M-estimators under general misspecification.
03 July 2010
Journal Articles
Article
This paper provides estimators for moments and quantiles of the unknown distribution in this problem.
02 July 2010
Journal Articles
Article
We estimate the effects of active labour market policies (ALMP) on subsequent employment by nonparametric instrumental variables and matching estimators.
01 July 2010
Journal Articles
Article
We analyze equilibria in hedonic economies and study conditions that lead to identification of structural preference parameters in hedonic economies with both additive and nonadditive marginal utility and marginal product functions.
01 July 2010
Journal Articles
Article
This paper gives identification and estimation results for marginal effects in nonlinear panel models.
01 July 2010
Journal Articles
Article
The most common approach to estimating conditional quantile curves is to fit a curve, typically linear, pointwise for each quantile.
01 July 2010
Journal Articles
Article
Using many moment conditions can improve efficiency but makes the usual GMM inferences inaccurate.
01 July 2010
Journal Articles
Article
Efficient semiparametric and parametric estimates are developed for a spatial autoregressive model, containing non stochastic explanatory variables and innovations suspected to be non-normal.
01 July 2010
Journal Articles
Article
We consider the identification of a Markov process {W<sub>t</sub>, X<sub>t</sub>*} for t=1,2,...,T when only {W<sub>t</sub>} for t=1, 2,..,T is observed.
02 June 2010
Journal Articles
Article
We develop inference tools in a semiparametric partially linear regression model with missing response data.
24 May 2010
Journal Articles
Article
This paper proposes a new class of HAC covariance matrix estimators.
21 May 2010
Journal Articles
Article
This paper considers efficient estimation of copula-based semiparametric strictly stationary Markov models.
19 May 2010
Appendix
Article
This Mathematica notebook accompanies the paper, 'Sharp identified sets for discrete variable IV models'.
01 April 2010
Journal Articles
Article
This paper considers parametric estimation problems with i.i.d. data.
01 April 2010
Journal Articles
Article
In this paper,we construct a nonparametric estimator of the distributions of latent factors in linear independent multi-factor models under the assumption that factor loadings are known.
01 March 2010
Journal Articles
Article
The paper extends the analysis of structural quantile functions with endogenous arguments to cases in which there are discrete outcomes.
01 February 2010
Journal Articles
Article
We show that the 2SLS biases relative to that of the OLS biases are then similar for the equations in differences and levels, as are the size distortions of the Wald tests.
01 February 2010
Journal Articles
Article
Hedonic pricing with quasilinear preferences is shown to be equivalent to stable matching with transferable utilities and a participation constraint, and to an optimal transportation (Monge-Kantorovich) linear programming problem.
01 February 2010
Journal Articles
Article
This paper applies a regularization procedure called increasing rearrangement to monotonize Edgeworth and Cornish-Fisher expansions and any other related approximations of distribution and quantile functions of sample statistics.
01 February 2010
Journal Articles
Article
This paper provides a control function estimator to adjust for endogeneity in the triangular simultaneous equations model where there are no available exclusion restrictions to generate suitable instruments.
01 January 2010
Journal Articles
Article
This paper evaluates the effect of excise taxes and bans on smoking in public places on the exposure to tobacco smoke of non-smokers.
01 January 2010
Journal Articles
Article
This paper explores efficiency gains which might be achievable using moment conditions which are nonlinear in the disturbances and are based on flexible parametric families for error distributions.
01 January 2010
Journal Articles
Article
This paper develops methods for evaluating marginal policy changes.
03 December 2009
Conference Papers
Article
University of East Anglia Economics Seminar
19 November 2009
Presentations
01 November 2009
Conference Papers
01 October 2009
Journal Articles
Article
This paper is concerned with inference about a function <i>g</i> that is identified by a conditional quantile restriction involving instrumental variables.
01 September 2009
Journal Articles
Article
We show that these estimates can always be improved with no harm using rearrangement techniques
01 September 2009
Journal Articles
Article
This paper considers semiparametric efficient estimation of conditional moment models with possibly nonsmooth residuals in unknown parametric components (&Theta;) and unknown functions (h)of endogenous variables.
01 August 2009
External publications
Article
We study a mixed hitting-time (MHT) model that specifies durations as the first time a Levy process - a continuous-time process with stationary and independent increments - crosses a heterogeneous threshold.
01 August 2009
Journal Articles
Article
In this paper we examine the implications of the statistical large sample theory for the computational complexity of Bayesian and quasi-Bayesian estimation carried out using Metropolis random walks.
01 August 2009
Journal Articles
Article
For a simplified structural equation/IV regression model with one right-side endogenous variable, we obtain the exact conditional distribution function for Moreira's (2003) conditional likelihood ratio (CLR) test
01 July 2009
Journal Articles
Article
The behaviour of the permanent and transitory economic shocks for different levels of households' welfare is studied using both consumption and income measures.
01 July 2009
Journal Articles
Article
This paper extends Imbens and Manski's (2004) analysis of confidence intervals for interval identified parameters.
01 July 2009
Journal Articles
Article
This paper considers identification and estimation of a nonparametric regression model with an unobserved discrete covariate.
01 July 2009
Conference Papers
Article
Walras-Bowley lecture at the North American summer meeting of the Econometric Society
01 June 2009
Presentations
24 April 2009
Presentations
21 April 2009
Presentations
01 April 2009
Journal Articles
Article
We show in this paper that an iterative conditioning argument used by Hillier (2006) and Andrews, Moreira, and Stock (2007) to evaluate the cdf in the case <i>m</i> = 1 can be generalized to the case of arbitrary
01 April 2009
Journal Articles
Article
We study linear factor models under the assumptions that factors are mutually independent and independent of errors, and errors can be correlated to some extent.
01 April 2009
Journal Articles
Article
This paper extends the method of local instrumental variables developed by Heckman and Vytlacil (1999, 2001, 2005) to the estimation of not only means, but also distributions of potential outcomes.
01 April 2009
Journal Articles
Article
By exploiting the richness of the data we use a nonparametric approach without imposing critical parametric model assumptions.
01 March 2009
Journal Articles
01 March 2009
Journal Articles
Article
This paper investigates how enforcement of labor regulation affects the firm's use of informal labor and firm performance.
01 March 2009
Journal Articles
Article
We provide a characterization of the class of weights (or priors) that produce estimators that are first-order unbiased.
01 March 2009
Journal Articles
01 February 2009
Journal Articles
Article
In this paper we present new, very much more efficient, algorithms for computing both the top-order zonal and invariant polynomials.
01 February 2009
Journal Articles
Article
This paper proposes a formal model selection test for choosing between two competing structural econometric models.
01 February 2009
Journal Articles
Article
Data is reanalyzed from an important series of 19th century experiments conducted by C. S. Peirce and designed to study the plausibility of the Gaussian law of errors for astronomical observations.
01 January 2009
Journal Articles
Article
Estimation of local, quantile-specific copula-based time series models offers some salient advantages over classical global parametric approaches.
01 January 2009
Journal Articles
Article
In this paper we estimate the rate of return to firm investments in human capital in the form of formal job training.
01 January 2009
Conference Papers
Article
presented at Far East and South Asia Meeting of the Econometric Society
01 January 2009
Conference Papers
Article
CESifo Conference
01 January 2009
Conference Papers
Article
Workshop on econometrics of demand
01 January 2009
Conference Papers
01 January 2009
Conference Papers
Article
presented at the Far Eastern and South Asian meeting of the Econometric Society, University of Kyoto
01 January 2009
Journal Articles
Article
This paper presents a new estimator for the mixed proportional hazard model that allows for a nonparametric baseline hazard and time-varying regressors.
01 January 2009
Journal Articles
Article
We propose a two-stage procurement auction model with endogenous entry and uncertain number of actual bidders.
01 January 2009
Journal Articles
Article
In this paper, we document whether and how much the equalizing force of earnings mobility has changed in France in the 1990s.
01 January 2009
Journal Articles
Article
We consider cross-sectional data that exhibit no spatial correlation, but are feared to be spatially dependent.
27 November 2008
cemmap Working Papers
01 November 2008
Journal Articles
Article
We provide a general class of tests for correlation in time series, spatial, spatio-temporal and cross-sectional data.
01 November 2008
Journal Articles
Article
This paper uses revealed preference inequalities to provide tight nonparametric bounds on consumer responses to price changes.
03 October 2008
Journal Articles
Article
We give corrected standard errors, an extension of Bekker (1994) to nonnormal disturbances, that adjust for many instruments.
01 October 2008
Journal Articles
Article
This paper presents a method for estimating a class of panel data duration models
01 September 2008
Journal Articles
Article
This paper proposes a new way to construct confidence sets for a parameter of interest in models comprised of finitely many moment inequalities.
01 September 2008
Journal Articles
Article
We consider the identification of the average treatment effect in models with continuous endogenous variables whose impact is heterogeneous.
01 September 2008
Journal Articles
Article
This note considers nonparametric identification of a general nonlinear regression model with a dichotomous regressor subject to misclassification error.
15 August 2008
cemmap Working Papers
31 July 2008
cemmap Working Papers
01 July 2008
Journal Articles
Article
We propose inference procedures for partially identified population features for which the population identification region can be written as a transformation of the Aumann expectation of a properly defined set valued random variable (SVRV).
27 June 2008
cemmap Working Papers
Article
Dealing with endogenous regressors is a central challenge of applied research.
18 June 2008
cemmap Working Papers
Article
We study identification in static, simultaneous move finite games of complete information, where the presence of multiple Nash equilibria may lead to partial identification of the model parameters.
28 May 2008
cemmap Working Papers
Article
We consider the identification of a Markov process {W<sub>t</sub>, X<sub>t</sub>*} for t=1,2,...,T when only {W<sub>t</sub>} for t=1, 2,..,T is observed.
01 April 2008
Book Chapters
Article
This paper gives an account of the recent literature on estimating models for panel count data.
11 February 2008
cemmap Working Papers
11 February 2008
cemmap Working Papers
08 February 2008
cemmap Working Papers
07 February 2008
cemmap Working Papers
01 February 2008
Journal Articles
Article
In this paper we show that the sharp RDD straightforwardly generalizes to the instances in which the eligibility for the program is established with respect to an observable pre-program measure with eligible individuals self-selecting into the treatment group according to an unknown process.
01 January 2008
Journal Articles
Article
This paper presents the econometric approach to causal modeling
01 January 2008
Journal Articles
Article
In this paper, two methodological advancements are developed: First, this methodology permits to combine a data set on previously treated individuals with a data set on new clients when the regressors available in these two data sets do not coincide. It thereby incorporates additional regressors on previously treated that are not available for the current clients. Second, statistical inference on the recommended treatment choice is analyzed and conveyed to the agent, physician or case worker in a comprehensible and transparent way.
01 January 2008
Journal Articles
Article
We introduce test statistics based on generalized empirical likelihood methods that can be used to test simple hypotheses involving the unknown parameter vector in moment condition time series models.
01 January 2008
Book Chapters
Article
This chapter studies the microeconometric treatment-effect and structural approaches to dynamic policy evaluation.
20 December 2007
cemmap Working Papers
Article
This paper develops IV estimators for unconditional quantile treatment effects (QTE) when the treatment selection is endogenous.
01 December 2007
cemmap Working Papers
01 December 2007
Journal Articles
Article
In this paper we consider consumer benefits from increased competition in a differentiated product setting: the spread of nontraditional retail outlets.
01 December 2007
Journal Articles
Article
I study inverse probability weighted M-estimation under a general missing data scheme.
01 December 2007
Journal Articles
Article
This paper considers a linear triangular simultaneous equations model with conditional quantile restrictions.
22 November 2007
cemmap Working Papers
01 November 2007
Journal Articles
Article
This paper concerns the identification and estimation of a shape-invariant Engel curve system with endogenous total expenditure.
01 November 2007
Journal Articles
Article
Current methods of estimating the random coefficients logit model employ simulations of the distribution of the taste parameters through pseudo-random sequences.
01 October 2007
Journal Articles
Article
This paper is concerned with inference about a function g that is identified by a conditional moment restriction involving instrumental variables.
01 September 2007
Journal Articles
Article
This paper presents results from a Monte Carlo study concerning inference with spatially dependent data.
14 August 2007
cemmap Working Papers
01 August 2007
Journal Articles
Article
Initially this discussion briefly reviews the contributions of Andrews and Stock and Kitamura, henceforth A, S and K respectively. Because the breadth of material covered by AS and K is so vast, we concentrate only on a few topics.
31 July 2007
cemmap Working Papers
26 July 2007
cemmap Working Papers
Article
A cemmap working paper.
01 July 2007
Journal Articles
Article
We provide simulation evidence on the small sample performance of our estimator, and we apply our method to a Chinese production dataset.
01 July 2007
Journal Articles
Article
This paper studies the identification of partial differences of nonseparable structural functions.
01 July 2007
Journal Articles
Article
We consider nonparametric estimation of a regression function that is identified by requiring a specified quantile of the regression "error" conditional on an instrumental variable to be zero.
01 June 2007
Journal Articles
Article
This paper develops a class of first order equivalent semi-parametric efficient estimators and tests for conditional moment restrictions models based on a local or kernel-weighted version of the Cressie-Read power divergence family of discrepancies. This approach is similar in spirit to the empirical likelihood methods of Kitamura, Tripathi and Ahn (2004) and Tripathi and Kitamura (2003).
27 March 2007
cemmap Working Papers
Article
The system GMM estimator for dynamic panel data models combines moment conditions for the model in first differences with moment conditions for the model in levels.
08 March 2007
cemmap Working Papers
Article
This paper presents new identification results for the class of structural dynamic optimal stopping time models that are built upon the framework of the structural discrete Markov decision processes proposed by Rust.
06 March 2007
cemmap Working Papers
Article
This paper studies models for discrete outcomes which permit explanatory variables to be endogenous.
02 February 2007
cemmap Working Papers
Article
In this paper I develop a new approach for identification and estimation of the parameters of an oligopoly model, without relying on a potentially unverifiable equilibrium assumption.
01 February 2007
cemmap Working Papers
Article
This paper is concerned with inference about a function <i>g</i> that is identified by a conditional quantile restriction involving instrumental variables.
01 February 2007
Journal Articles
Article
This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time varying heterogeneity.
01 January 2007
cemmap Working Papers
Article
We provide a general class of tests for correlation in time series, spatial, spatio-temporal and cross-sectional data.
12 December 2006
cemmap Working Papers
Article
For the problem of testing the hypothesis that all m coefficients of the RHS endogenous variables in an IV regression are zero, the likelihood ratio (LR) test can, if the reduced form covariance matrix is known, be rendered similar by a conditioning argument.
11 December 2006
cemmap Working Papers
Article
This paper proposes a new way to construct confidence sets for a parameter of interest in models comprised of finitely many moment inequalities.
01 December 2006
Journal Articles
Article
This paper is concerned with identification of a competing risks model with unknown transformations of latent failure times.
02 November 2006
cemmap Working Papers
Article
Choosing among a number of available treatments the most suitable for a given subject is an issue of everyday concern. A physician has to choose an appropriate drug treatment or medical treatment for a given patient, based on a number of observed covariates <i> X </i>?and prior experience.
30 October 2006
cemmap Working Papers
Article
For a simplified structural equation/IV regression model with one right-side endogenous variable, we obtain the exact conditional distribution function for Moreira's (2003) conditional likelihood ratio (CLR) test.
16 October 2006
cemmap Working Papers
Article
The behaviour of the permanent and transitory economic shocks for differen levels of hoouseholds' welfare is studied using both consumption and income measures.
11 October 2006
cemmap Working Papers
Article
This paper gives an account of the recent literature on estimating models for panel count data.
05 October 2006
cemmap Working Papers
01 October 2006
Journal Articles
Article
Two classes of quantile regression estimation methods for the recursive structural equation models of Chesher (2003) are investigated.
25 September 2006
cemmap Working Papers
Article
A hedonic price function describes the equilibrium relationship between characteristics of a product and its price.
22 August 2006
cemmap Working Papers
Article
This paper proposes a formal model selection test for choosing between two competing structural econometric models.
23 June 2006
cemmap Working Papers
Article
This paper formalizes conditions under which a population distribution ofcategorical responses to attitudinal questions (items) has a scale representation; developstests for whether a particular sample of item responses is consistent with a scale representation; develops methods for nonparametrically estimating the relation between an outcome and a scale value; and generalizes the foregoing to the multi-scale case.
10 June 2006
cemmap Working Papers
Article
We estimate the effects of active labour market policies (ALMP) on subsequent employment by nonparametric instrumental variables and matching estimators.
09 June 2006
cemmap Working Papers
Article
We propose inference procedures for partially identified population features for which the population identification region can be written as a transformation of the Aumann expectation of a properly defined set valued random variable (SVRV).
08 June 2006
cemmap Working Papers
Article
We consider nonparametric estimation of a regression function that is identified by requiring a specified quantile of the regression "error" conditional on an instrumental variable to be zero.
01 June 2006
Journal Articles
Article
The use of fractional imputation, nearest neighbour imputation, predictive mean matching and propensity score weighting are considered. Properties of point estimators are compared both theoretically and by simulation.
15 May 2006
cemmap Working Papers
Article
Efficient semiparametric and parametric estimates are developed for a spatial autoregressive model, containing non stochastic explanatory variables and innovations suspected to be non-normal.
01 May 2006
Journal Articles
Article
We consider the estimation of parametric models for stationary spatial or spatio-temporal data on a d-dimensional lattice, for d ? 2.
05 April 2006
cemmap Working Papers
Article
In this paper we study the impact of misreported treatment status on the estimation of causal treatment effects.
01 April 2006
Journal Articles
Article
In this paper we study the impact of misreported treatment status on the estimation of causal treatment effects.
16 March 2006
cemmap Working Papers
Article
In this paper we consider consumer benefits from increased competition in a differentiated product setting: the spread of non-traditional retail outlets.
01 March 2006
Journal Articles
Article
This paper is concerned with inference about a function g that is identified by a conditional moment restriction involving instrumental variables.
23 February 2006
cemmap Working Papers
Article
In this note we consider several versions of the bootstrap and argue that it is helpful in explaining and thinking about such procedures to use an explicit representation of the random resampling process.
23 February 2006
cemmap Working Papers
Article
Recent work by Schennach has opened the way to a Bayesian treatment of quantile regression.
12 January 2006
cemmap Working Papers
Article
This paper investigates how enforcement of labor regulation affects the firm's use of informal labor and firm performance.
03 January 2006
cemmap Working Papers
Article
Current methods of estimating the random coefficients logit model employ simulations of the distribution of the taste parameters through pseudo-random sequences.
01 January 2006
Journal Articles
Article
The paper provides significant simplifications and extensions of results obtained by Gorsich, Genton, and Strang (J. Multivariate Anal.
01 January 2006
Journal Articles
Article
The paper provides significant simplifications and extensions of results obtained by Gorsich, Genton, and Strang (J. Multivariate Anal. 80 (2002) 138) on the structure of spatial design matrices.
22 December 2005
cemmap Working Papers
Article
In this paper we estimate the rate of return to firm investments in human capital in the form of formal job training.
16 December 2005
Journal Articles
Article
This article is concerned with estimating the additive components of a nonparametric additive quantile regression model.
15 December 2005
External publications
Article
The purpose of this report is to examine the consistency and reliability of the activityhistory data collected in the FACS. Using data from the first five waves of the FACSand from the first thirteen waves of the British Household Panel Survey (BHPS) as acomparison survey, carefully matched samples have been analysed to calibrate thecompleteness and consistency of the activity history data collected in the FACS andto test whether the FACS generates labour market statistics similar to the comparisonsurvey.
09 December 2005
cemmap Working Papers
Article
An outcome is determined by a structural function in which theeect of variables of interest is transmitted through a scalar function of those vari-ables - an index. Multiple sources of stochastic variation are permitted to appear asarguments of the structural function, but not as arguments of the index. Conditionsare provided under which there is local identi?cation of ratios of partial derivativesof the index.
06 December 2005
cemmap Working Papers
Article
Using many moment conditions can improve efficiency but makes the usual GMM inferences inaccurate.
01 December 2005
Journal Articles
Article
This paper is concerned with estimating the additive components of a nonparametric additive quantile regression model.
01 December 2005
Journal Articles
Article
This paper studies the estimation of conditional quantiles of counts.
01 December 2005
Journal Articles
Article
We suggest two nonparametric approaches, based on kernel methods and orthogonal series, respectively, to estimating regression functions in the presence of instrumental variables.
30 November 2005
cemmap Working Papers
Article
This paper is concerned with identification of a competing risks model with unknown transformations of latent failure times.
17 November 2005
cemmap Working Papers
Article
The principal purpose of this paper is to adapt to the conditional moment context the GEL unconditional moment methods described in Smith(1997, 2001) and Newey and Smith(2004).
31 October 2005
cemmap Working Papers
Article
Initially this discussion briefly reviews the contributions of Andrews and Stock and Kitamura.
31 October 2005
cemmap Working Papers
Article
This paper develops a class of first order equivalent semi-parametric efficient estimators and tests for conditional moment restrictions models based on a local or kernel-weighted version of the Cressie-Read power divergence family of discrepancies.
13 October 2005
IFS Working Papers
Article
This paper uses revealed preference inequalities to provide tight nonparametric bounds on consumer responses to price changes.
13 October 2005
cemmap Working Papers
Article
This paper uses revealed preference inequalities to provide tight nonparametric bounds on consumer responses to price changes.
02 October 2005
Journal Articles
Article
We investigate the performance of a class of semiparametric estimators of the treatment effect via asymptotic expansions.
01 October 2005
Journal Articles
Article
This papers studies and compares the asymptotic bias of GMM and generalized empirical likelihood (GEL) estimators in the presence of estimated nuisance parameters
01 August 2005
Journal Articles
Article
The principal purpose of this paper is to describe the performance of generalized empirical likelihood (GEL) methods for time series instrumental variable models specified by nonlinear moment restrictions when identification may be weak.
27 July 2005
cemmap Working Papers
Article
This paper considers structural nonparametric random utility models for continuous choice variables.
15 July 2005
cemmap Working Papers
Article
This paper provides a control function estimator to adjust for endogeneity in the triangular simultaneous equations model where there
06 July 2005
cemmap Working Papers
Article
We consider the number of unit root tests for micro panels where the number of individuals is typically large, but the number of time periods is often very small.
17 June 2005
cemmap Working Papers
Article
This paper considers parametric estimation problems with i.i.d. data.
06 June 2005
cemmap Working Papers
Article
We develop a simulated ML method for short-panel estimation of one or more dynamic linear equations, where the dependent variables are only partially observed through ordinal scales.
01 May 2005
Journal Articles
Article
I show that a class of fixed effects estimators is reasonably robust for estimating the population-averaged slope coefficients in panel data models with individual-specific slopes, where the slopes are allowed to be correlated with the covariates.
01 May 2005
Journal Articles
20 April 2005
cemmap Working Papers
Article
The analysis in this paper is motivated by the controversial empirical findings and by recent developments in econometrics for partial identification.
05 April 2005
cemmap Working Papers
Article
The existence of a uniformly consistent estimator for a particular parameter is well-known to depend on the uniform continuity of the functional that defines the parameter in terms of the model.
01 April 2005
Journal Articles
Article
This paper investigates the relative significance of differences in cognitive skills and discrimination in explaining racial/ethnic wage gaps.
30 March 2005
Journal Articles
Article
This paper looks at the policy debate surrounding private pensions and retirement patterns in the UK.
01 March 2005
cemmap Working Papers
Article
We analyze equilibria in hedonic economies and study conditions that lead to identification of structural preference parameters in hedonic economies with both additive and nonadditive marginal utility and marginal product functions.
01 March 2005
Journal Articles
Article
This paper proposes to answer this question by using a unique dataset from Norway.
01 February 2005
Journal Articles
Article
This paper is concerned with the practical problem of conducting inference in a vector time series setting when the data is unbalanced or incomplete.
01 January 2005
Book Chapters
01 January 2005
Journal Articles
Article
This paper is concerned with the practical problem of conducting inference in a vector time series setting when the data is unbalanced or incomplete. In this case, one can work only with the common sample, to which a standard HAC/bootstrap theory applies, but at the expense of throwing away data and perhaps losing effciency. An alternative is to use some sort of imputation method, but this requires additional modelling assumptions, which we would rather avoid.1 We show how the sampling theory changes and how to modify the resampling algorithms to accommodate the problem of missing data.
01 January 2005
Journal Articles
Article
I study a simple, widely applicable approach to handling the initial conditions problem in dynamic, nonlinear unobserved effects models.
14 December 2004
cemmap Working Papers
Article
This paper is concerned with inference about a function g that is identified by a conditional moment restriction involving instrumental variables.
01 December 2004
cemmap Working Papers
Article
GEL methods which generalize and extend previous contributions are defined and analysed for moment condition models specified in terms of weakly dependent data.
01 December 2004
Journal Articles
Article
This paper describes an estimator of the additive components of a nonparametric additive model with a known link function.
01 November 2004
Journal Articles
Article
We show that these two types of interval estimate are different in practice, the latter in general being shorter.
22 October 2004
cemmap Working Papers
Article
This paper considers a linear triangular simultaneous equations model with conditional quantile restrictions.
01 October 2004
cemmap Working Papers
Article
In a number of semiparametric models, smoothing seems necessary in order to obtain estimates of the parametric component which are asymptotically normal and converge at parametric rate.
05 September 2004
cemmap Working Papers
Article
In additive error models with a discrete endogenous variable identification cannot be achieved under a marginal covariation condition when the support of instruments is sparse relative to the support of the endogenous variable
01 September 2004
Journal Articles
Article
It is shown that a general form of pessimistic portfolio optimization based on the Choquet approach may be formulated as a problem of linear quantile regression.
07 July 2004
cemmap Working Papers
Article
This lecture explores conditions under which there is identification of the impact on an outcome of exogenous variation in a variable which is endogenous when data are gathered.
01 July 2004
Journal Articles
Article
This paper develops and implements semiparametric methods for estimating binary response (binary choice) models withcontinuous endogenous regressors.
01 July 2004
Journal Articles
Article
Fixed effects estimators of panel models can be severely biased because of the well-known incidental parameters problem.
01 July 2004
Journal Articles
Article
An important objective of empirical research on treatment response is to provide decision makers with information useful in choosing treatments.
07 June 2004
cemmap Working Papers
Article
Recent developments in the theory of choice under uncertainty and risk yield a pessimistic decision theory that replaces the classical expected utility criterion with a Choquet expectation that accentuates the likelihood of the least favorable outcomes.
01 June 2004
IFS Working Papers
Article
This paper extends the nonparametric methods developed by Samuelson (1948), Houthakker (1950), Afriat (1973), Diewert (1973) and Varian (1982, 1983) to latently separable models.
01 June 2004
cemmap Working Papers
Article
I show that a class of fixed effects estimators is reasonably robust for estimating the population-averaged slope coefficients in panel data models with individual-specific slopes, where the slopes are allowed to be correlated with the covariates.
09 April 2004
cemmap Working Papers
Article
Estimation of heteroskedasticity and autocorrelation consistent covariance matrices (HACs) is a well established problem in time series.
01 April 2004
cemmap Working Papers
Article
I study inverse probability weighted M-estimation under a general missing data scheme.
01 April 2004
cemmap Working Papers
Article
This paper is concerned with estimating the additive components of a nonparametric additive quantile regression model.
01 March 2004
Journal Articles
Article
This paper considers a panel duration model that has a proportional hazards specification with fixed effects.
01 March 2004
cemmap Working Papers
Article
I show how to identify and estimate the average partial effect of explanatory variables in a model where unobserved heterogeneity interacts with the explanatory variables and may be unconditionally correlated with the explanatory variables.
01 February 2004
cemmap Working Papers
Article
Two classes of quantile regression estimation methods for the recursive structural equation models of Chesher (2003) are investigated.
01 February 2004
cemmap Working Papers
Article
This paper extends the nonparametric methods developed by Samuelson (1948), Houthakker (1950), Afriat (1973), Diewert (1973) and Varian (1982, 1983) to latently separable models.
01 February 2004
Book Chapters
21 January 2004
Journal Articles
Article
One of the areas of policy research where randomized field trials have been utilized most intensively is welfare reform.
01 January 2004
Journal Articles
Article
In an effort to improve the small sample properties of generalized method of moments (GMM) estimators, a number of alternative estimators have been suggested.
01 January 2004
Journal Articles
Article
This paper considers the identification and estimation of hedonic models.
01 January 2004
Journal Articles
14 December 2003
cemmap Working Papers
Article
This paper provides weak conditions under which there is nonparametric interval identification of local features of a structural function which depends on a discrete endogenous variable and is nonseparable in a latent variate.
14 December 2003
cemmap Working Papers
Article
This paper provides weak conditions under which there is nonparametric interval identification of local features of a structural function which depends on a discrete endogenous variable and is nonseparable in a latent variate.
01 December 2003
cemmap Working Papers
Article
This papers studies and compares the asymptotic bias of GMM and generalized empirical likelihood (GEL) estimators in the presence of estimated nuisance parameters.
01 December 2003
Journal Articles
Article
In this paper I summarize some recent developments in the literature on the econometrics of program evaluation.
21 November 2003
cemmap Working Papers
Article
We consider the estimation of parametric models for stationary spatial orspatio-temporal data on a d-dimensional lattice, for d ≥ 2.
01 October 2003
cemmap Working Papers
Article
For vectors x and w, let r(x;w) be a function that can be nonparametrically estimated consistently and asymptotically normally.
01 October 2003
cemmap Working Papers
Article
This paper concerns the identification and estimation of a shape-invariant Engel curve system with endogenous total expenditure.
01 October 2003
cemmap Working Papers
Article
Parents with higher education levels have children with higher education levels.
01 October 2003
cemmap Working Papers
Article
Fixed effects estimators of panel models can be severely biased because of the well-known incidental parameters problem.
01 September 2003
cemmap Working Papers
Article
This paper presents a method for estimating a class of panel data duration models, under which an unknown transformation of the duration variable is linearly related to the observed explanatory variables and the unobserved heterogeneity (or frailty) with completely known error distributions.
01 September 2003
Journal Articles
Article
Conditions are derived under which there is local nonparametric identification of values of structural functions and of their derivatives in potentially nonlinear nonseparable models.
01 September 2003
Journal Articles
Article
We provide easy to verify suffcient conditions for the consistency and asymptotic normality of a class of semiparametric optimization estimators where the criterion function does not obey standard smoothness conditions and simultaneously depends on some preliminary nonparametric estimators.
29 July 2003
cemmap Working Papers
Article
The principal purpose of this paper is to describe the performance of generalized
29 July 2003
cemmap Working Papers
Article
Missing values are endemic in the data sets available to econometricians.
01 June 2003
cemmap Working Papers
Article
In an effort to improve the small sample properties of generalized method of moments
29 May 2003
cemmap Working Papers
Article
In the last decade a growing body of research has studied inference on partially identified
22 May 2003
cemmap Working Papers
Article
Measurement errors in survey data on hourly pay may lead to serious upward bias in low pay
01 May 2003
cemmap Working Papers
Article
An important objective of empirical research on treatment response is to provide decision makers with information useful in choosing treatments.
01 May 2003
Journal Articles
01 April 2003
Journal Articles
Article
This paper considers the nonparametric and semiparametric methods for estimating regression models with continuous endogenous regressors.
01 April 2003
cemmap Working Papers
Article
We suggest two nonparametric approaches, based on kernel methods and orthogonal series, respectively, to estimating regression functions in the presence of instrumental variables.
01 April 2003
cemmap Working Papers
Article
We develop inference tools in a semiparametric partially linear regression model with missing response data.
24 March 2003
cemmap Working Papers
Article
In this paper we show that the sharp RDD straightforwardly generalizes to the instances in which the eligibility for the program is established with respect to an observable pre-program measure with eligible individuals self-selecting into the treatment group according to an unknown process.
01 February 2003
Journal Articles
Article
This paper is concerned with estimating a conditional quantile function that is assumed to be partially linear.
31 December 2002
cemmap Working Papers
Article
We propose a procedure for estimating the critical values of the extended Kolmogorov-
26 December 2002
Journal Articles
Article
In this paper we explore a new approach to estimation for autoregressive panel data models, based on projecting the unobserved individual effects on the vector of observations on the lagged dependent variable.
01 December 2002
cemmap Working Papers
Article
This paper reviews the record of randomized field trials in welfare reform and assesses the implications of that record for the use of randomization.
13 November 2002
cemmap Working Papers
Article
This paper explores the identifiability of ratios of derivatives of the index function in a model of a duration process in which the impact of covariates on the hazard function passes through a single index.
07 November 2002
cemmap Working Papers
Article
We provide easy to verify suffcient conditions for the consistency and asymptotic normality
01 November 2002
Journal Articles
Article
The approximate effects of measurement error on a variety of measures of inequality and poverty are derived.
22 October 2002
cemmap Working Papers
Article
Four alternative but related approaches to empirical evaluation of policy interventions are studied.
03 October 2002
cemmap Working Papers
Article
This paper studies the estimation of conditional quantiles of counts.
15 August 2002
cemmap Working Papers
Article
new methodology that estimates attitudes semiparametrically and estimates actions nonparametrically, as a function of the resulting attitudinal measures, is used to examine the behavioral effects of cultural and economic preferences in the Presidential elections of 1984 and 1992.
10 August 2002
cemmap Working Papers
Article
This paper studies the identification of partial differences of nonseparable structural functions.
01 August 2002
cemmap Working Papers
Article
ExpEnd is a Gauss programme for non-linear generalised method of moments (GMM) estimation of exponential models with endogenous regressors for cross section and panel data.
01 August 2002
Journal Articles
Article
This paper reviews econometric methods for dynamic panel data models, and presents examples that illustrate the use of these procedures.
01 August 2002
Journal Articles
01 August 2002
Journal Articles
01 August 2002
Journal Articles
Article
I provide an overview of inverse probability weighted (IPW) M-estimators for cross section and two-period panel data applications
13 July 2002
cemmap Working Papers
Article
This paper describes an estimator of the additive components of a nonparametric additive model with a known link function.
05 July 2002
cemmap Working Papers
Article
We consider the identification of the average treatment effect in models with continuous endogenous variables whose impact is heterogeneous.
01 July 2002
cemmap Working Papers
Article
This paper discusses some issues related to specification estimation of nonlinear models using panel data.
13 June 2002
cemmap Working Papers
Article
I study a simple, widely applicable approach to handling the initial conditions problem in dynamic, nonlinear unobserved effects models.
01 June 2002
Journal Articles
Article
The impact of response measurement error in duration data is investigated using small parameter asymptotic approximations and compared with the effect of hazard function heterogeneity.
21 May 2002
Journal Articles
Article
The goal of this paper is to use a semiparametric reduced form model to estimate the effects of various tuition subsidies.
01 May 2002
cemmap Working Papers
Article
We compare the finite sample performance of a range of tests of linear restrictions for linear panel data models estimated using Generalised Method of Moments (GMM).
01 May 2002
Journal Articles
01 May 2002
Journal Articles
03 April 2002
cemmap Working Papers
Article
This paper considers a panel duration model that has a proportional hazards specification with fixed effects.
03 April 2002
cemmap Working Papers
Article
This paper reviews econometric methods for dynamic panel data models, and presents examples that illustrate the use of these procedures.
01 April 2002
Journal Articles
Article
Much empirical research in economics and other fields is concerned with estimating the mean of a random variable conditional on one or more explanatory variables (conditional mean function).
20 March 2002
cemmap Working Papers
Article
Conditions are derived under which there is local nonparametric identification of values of structural functions and of their derivatives in potentially nonlinear nonseparable models.
01 March 2002
cemmap Working Papers
Article
An overview is presented of some parametric and semi-parametric models, estimators, and specification tests that can be used to analyze ordered response variables
01 March 2002
cemmap Working Papers
Article
This paper develops a model in which a continuum of consumers choose froma continuum of locations indexed by school quality.
01 March 2002
cemmap Working Papers
Article
I provide an overview of inverse probability weighted (IPW) M-estimators for cross section and two-period panel data applications.
01 January 2002
cemmap Working Papers
Article
Economic models for hedonic markets characterize the pricing of bundles of attributes and the demand and supply of these attributes under different assumptions about market structure,
01 January 2002
cemmap Working Papers
Article
This paper considers the identification and estimation of hedonic models.
01 January 2002
cemmap Working Papers
Article
The goal of this paper is to use a semiparametric reduced form model to estimate the effects of various tuition subsidies.
31 December 2001
cemmap Working Papers
Article
In this paper we explore a new approach to estimation for autoregressive panel data models, based on projecting the unobserved individual effects on the vector of observations on the lagged dependent variable.
04 December 2001
cemmap Working Papers
Article
A statistical problem that arises in several elds is that of estimating the features of an
01 December 2001
cemmap Working Papers
Article
Conditions are derived under which there is local nonparametric identification of derivatives of structural equations in nonlinear triangular simultaneous equations systems.
01 November 2001
cemmap Working Papers
Article
This paper considers the nonparametric and semiparametric methods for estimating regression models with continuous endogenous regressors.
12 September 2001
cemmap Working Papers
Article
We investigate the performance of a class of semiparametric estimators of the treatment effect via asymptotic expansions.
15 August 2001
cemmap Working Papers
Article
An exogenous impact function is defined as the derivative of a structural function with respect to an endogenous variable, other variables, including unobservable variables held fixed.
21 July 2001
cemmap Working Papers
Article
The impact of covariate measurement error on quantile regression functions is investigated using a small variance approximation
01 July 2001
cemmap Working Papers
Article
This paper develops and implements semiparametric methods for estimating binary response (binary choice) models withcontinuous endogenous
02 April 2001
cemmap Working Papers
Article
The approximate effects of measurement error on a variety of measures of inequality and poverty are derived.
01 January 2001
Journal Articles
Article
This paper summarizes our recent research on evaluating the distributional consequences of social programs.
01 January 1999
External publications
01 January 1998
Journal Articles
01 August 1997
Journal Articles
Article
Smoothed estimates of the complex relationships between age and intakes of energy, fat, calcium and vitamin C are obtained for males and females from British National Food Survey data covering the period 197494.
01 May 1997
Journal Articles
01 January 1995
Journal Articles
Article
This note gives a theorem concerning choice of covariate distribution.
01 December 1991
Journal Articles
Article
Methods of estimation of regression coefficients are proposed when the regression function includes a polynomial in a true regressor which is measured with error.

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